[R] R squared for lm prediction

[Joshua Wiley]

Hi Brima,


# Fit model
model.lm <- lm(Sepal.Length ~ Petal.Length, data = iris[1:75,])

# Predict data for some new data
pred.dat <- predict(model.lm, newdata = iris[76:150,])

# Calculate correlation between predicted values for new data
# and actual values, then square
cor(iris[1:75,"Sepal.Length"], pred.dat)^2

Cheers,

Josh


On Mon, Oct 4, 2010 at 7:06 PM, Brima <adamsteve2000 at yahoo.com> wrote:
>
> Hi all,
>
> I have used a hold out sample to predict a model but now I want to compute
> an R squared value for the prediction. Any help is appreciated.
>
> Best regards
> --
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-- 
Joshua Wiley
Ph.D. Student, Health Psychology
University of California, Los Angeles
http://www.joshuawiley.com/